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Research Output 2016 2018

2018
2 Citations (Scopus)

A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method

Brix, A. F., Lunde, A. & Wei, W., 1 May 2018, In : Energy Economics. 72, p. 560-582 23 p.

Research output: Contribution to journalArticleResearchpeer-review

2016

Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference

Wei, W. & Lunde, A., 1 Mar 2016, In : Journal of Financial Econometrics. 14, 2, p. 278-283 6 p.

Research output: Contribution to journalEditorialResearchpeer-review

5 Citations (Scopus)

The geometric-VaR backtesting method

Pelletier, D. & Wei, W., 1 Sep 2016, In : Journal of Financial Econometrics. 14, 4, p. 725-745 21 p.

Research output: Contribution to journalArticleResearchpeer-review